cWtaFwTwtsY2kSIe9JsCtc7lWm7nrbv1BXLr9xxg2sGGxTL1uSbuvPvbVCdE
Current position: Home >> Scientific Research >> Paper Publications

Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection

Hits:

Institution:数学学院

Title of Paper:Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection

Journal:Stochastic Processes and their Applications

First Author:Shaolin Ji

All the Authors:彭实戈,Shaolin Ji

Document Code:lw-75791

Volume:118

Issue:6

Page Number:952

Translation or Not:No

Date of Publication:2008-06

Release Time:2019-10-24

Prev One:The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk

Next One:A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS